Digital Assets Report

The fall of Lehman Brothers caused havoc in collateral management departments within investment management firms as teams scrambled to gather data on positions, collateral balances and contract agr

The fall of Lehman Brothers caused havoc in collateral management departments within investment management firms as teams scrambled to gather data on positions, collateral balances and contract agreements to assess risk exposure to the defaulting financial institution. As consequence, and months after that fateful week, collateral and counterparty risk management remains a top priority for investment managers as they seek to implement new risk controls and supporting systems to improve their handling of counterparty risk exposures and collateral movements in times of market volatility. To better manage both areas, which work in tandem, firms need to deploy a more integrated and efficient operational structure. Such a strategy however, must also take into account the changing marketing practices and evolving role of collateral management in a reformed financial marketplace.
 
In this Web-event, attendees will hear a panel of industry experts discuss the challenges and solutions in improving both collateral management and counterparty risk mitigation practices post-financial crisis.  The panel will review emerging best practices in both areas whilst also sharing innovative strategies, new technology and services offered to help firms make effective changes today.
 
Key topics include:
• Centralisation strategies & integration between departments to manage of exposure in unison
• How to handle broader range of capital in managing collateral?
• How to improve dispute management processes?
• Dealing with all types of market events and counterparty defaults
• Pre & Post deal management of counterparty risk
• Outsourcing – should collateral management be outsourced? How can fund administrators improve services?
• The evolving role of collateral management from cost center to profit center?
• New best practices in collateral management?
• New best practices in managing counterparty risk post crisis?
• Short and Long-term strategic changes for management of collateral and counterparty risk.
• Innovative technology available to improve both practices and operational areas?

Format: Webinar
Date: 15 April 2010
16.00-17.15 BST (London/Dublin)
17.00-18.15 CET (Paris/Berlin)
11.00-12.15 EST (New York/Boston)
08.00-09.15 PST (San Francisco/Los Angeles)

Panellists:
Darren Measures, Executive Director – Head of APAC Sales, JP Morgan Chase
John Schiavetta, Director of Risk Management – Fixed Income, AllianceBernstein
Chris Sims, Head of Investments Operations, Gartmore Investment Management
Sean Sprackling, Partner, ISC LLC

Moderated by:
Julia Schieffer, Founder & Editor-in-Chief, DerivSource

Who should attend?
Asset managers & hedge funds
Pensions funds
Corporates and End investors
Fund administrators & Custodian banks
Prime brokers
Software vendors